Author: Edward James Hannan Publisher: John Wiley & Sons ISBN: 0470317132 Category : Mathematics Languages : en Pages : 552
Book Description
The Wiley Series in Probability and Statistics is a collection of topics of current research interests in both pure and applied statistics and probability developments in the field and classical methods. This series provides essential and invaluable reading for all statisticians, whether in academia, industry, government, or research.
Author: Patrick T. Brandt Publisher: SAGE ISBN: 1412906563 Category : Mathematics Languages : en Pages : 121
Book Description
Many analyses of time series data involve multiple, related variables. Modeling Multiple Time Series presents many specification choices and special challenges. This book reviews the main competing approaches to modeling multiple time series: simultaneous equations, ARIMA, error correction models, and vector autoregression. The text focuses on vector autoregression (VAR) models as a generalization of the other approaches mentioned. Specification, estimation, and inference using these models is discussed. The authors also review arguments for and against using multi-equation time series models. Two complete, worked examples show how VAR models can be employed. An appendix discusses software that can be used for multiple time series models and software code for replicating the examples is available. Key Features: * Offers a detailed comparison of different time series methods and approaches. * Includes a self-contained introduction to vector autoregression modeling. * Situates multiple time series modeling as a natural extension of commonly taught statistical models.
Author: Rob J Hyndman Publisher: OTexts ISBN: 0987507117 Category : Business & Economics Languages : en Pages : 380
Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author: William W. S. Wei Publisher: John Wiley & Sons ISBN: 1119502853 Category : Mathematics Languages : en Pages : 536
Book Description
An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series Analysis—Univariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series. With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis. Written by bestselling author and leading expert in the field Covers topics not yet explored in current multivariate books Features classroom tested material Written specifically for time series courses Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering.
Author: Petr Skoda Publisher: Elsevier ISBN: 0128191554 Category : Computers Languages : en Pages : 474
Book Description
Knowledge Discovery in Big Data from Astronomy and Earth Observation: Astrogeoinformatics bridges the gap between astronomy and geoscience in the context of applications, techniques and key principles of big data. Machine learning and parallel computing are increasingly becoming cross-disciplinary as the phenomena of Big Data is becoming common place. This book provides insight into the common workflows and data science tools used for big data in astronomy and geoscience. After establishing similarity in data gathering, pre-processing and handling, the data science aspects are illustrated in the context of both fields. Software, hardware and algorithms of big data are addressed. Finally, the book offers insight into the emerging science which combines data and expertise from both fields in studying the effect of cosmos on the earth and its inhabitants. - Addresses both astronomy and geosciences in parallel, from a big data perspective - Includes introductory information, key principles, applications and the latest techniques - Well-supported by computing and information science-oriented chapters to introduce the necessary knowledge in these fields
Author: Ruey S. Tsay Publisher: John Wiley & Sons ISBN: 1118617754 Category : Mathematics Languages : en Pages : 414
Book Description
An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series. Through a fundamental balance of theory and methodology, the book supplies readers with a comprehensible approach to financial econometric models and their applications to real-world empirical research. Differing from the traditional approach to multivariate time series, the book focuses on reader comprehension by emphasizing structural specification, which results in simplified parsimonious VAR MA modeling. Multivariate Time Series Analysis: With R and Financial Applications utilizes the freely available R software package to explore complex data and illustrate related computation and analyses. Featuring the techniques and methodology of multivariate linear time series, stationary VAR models, VAR MA time series and models, unitroot process, factor models, and factor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce the presented content • User-friendly R subroutines and research presented throughout to demonstrate modern applications • Numerous datasets and subroutines to provide readers with a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbook for graduate-level courses on time series and quantitative finance and upper-undergraduate level statistics courses in time series. The book is also an indispensable reference for researchers and practitioners in business, finance, and econometrics.
Author: Rich Collier Publisher: Packt Publishing Ltd ISBN: 1788471776 Category : Computers Languages : en Pages : 299
Book Description
Leverage Elastic Stack’s machine learning features to gain valuable insight from your data Key FeaturesCombine machine learning with the analytic capabilities of Elastic StackAnalyze large volumes of search data and gain actionable insight from themUse external analytical tools with your Elastic Stack to improve its performanceBook Description Machine Learning with the Elastic Stack is a comprehensive overview of the embedded commercial features of anomaly detection and forecasting. The book starts with installing and setting up Elastic Stack. You will perform time series analysis on varied kinds of data, such as log files, network flows, application metrics, and financial data. As you progress through the chapters, you will deploy machine learning within the Elastic Stack for logging, security, and metrics. In the concluding chapters, you will see how machine learning jobs can be automatically distributed and managed across the Elasticsearch cluster and made resilient to failure. By the end of this book, you will understand the performance aspects of incorporating machine learning within the Elastic ecosystem and create anomaly detection jobs and view results from Kibana directly. What you will learnInstall the Elastic Stack to use machine learning featuresUnderstand how Elastic machine learning is used to detect a variety of anomaly typesApply effective anomaly detection to IT operations and security analyticsLeverage the output of Elastic machine learning in custom views, dashboards, and proactive alertingCombine your created jobs to correlate anomalies of different layers of infrastructureLearn various tips and tricks to get the most out of Elastic machine learningWho this book is for If you are a data professional eager to gain insight on Elasticsearch data without having to rely on a machine learning specialist or custom development, Machine Learning with the Elastic Stack is for you. Those looking to integrate machine learning within their search and analytics applications will also find this book very useful. Prior experience with the Elastic Stack is needed to get the most out of this book.
Author: Aileen Nielsen Publisher: O'Reilly Media ISBN: 1492041629 Category : Computers Languages : en Pages : 500
Book Description
Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis with both statistical and machine learning techniques will increase. Covering innovations in time series data analysis and use cases from the real world, this practical guide will help you solve the most common data engineering and analysis challengesin time series, using both traditional statistical and modern machine learning techniques. Author Aileen Nielsen offers an accessible, well-rounded introduction to time series in both R and Python that will have data scientists, software engineers, and researchers up and running quickly. You’ll get the guidance you need to confidently: Find and wrangle time series data Undertake exploratory time series data analysis Store temporal data Simulate time series data Generate and select features for a time series Measure error Forecast and classify time series with machine or deep learning Evaluate accuracy and performance
Author: Edward James Hannan
Author: Helmut Lütkepohl
Author: Patrick T. Brandt
Author: Rob J Hyndman
Author: William W. S. Wei
Author: Petr Skoda
Author: Feng Zhao
Author: Ruey S. Tsay
Author: Rich Collier
Author: Aileen Nielsen